21Shares Ethereum Staking ETF (TETH) Historical Volatility

Tracking TETH historical volatility helps you see how much 21Shares Ethereum Staking ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, 21Shares Ethereum Staking ETF's HV tells you what really happened. Use our scanner to monitor TETH 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The TETH 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing 21Shares Ethereum Staking ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

TETH aims to track the spot price of ether, less expenses and liabilities. It provides accessibility to ether without the complexities of acquiring, holding, and trading directly through an ether spot market. The trust is backed by ether held in cold storage, which is a safeguarding method wherein the private keys providing access to the trusts assets are generated and stored in an offline manner. However, a portion of the trusts assets may be held in hot trading wallets, from time to time. Holdings are valued daily based on the CME CF Ether-Dollar Reference Rate. This aggregates the trade flow of six ether exchanges, which serves as a once-a-day benchmark rate of ethers USD price, calculated as of 4:00 pm ET.

At the time of launch, the issuer waived a portion of the fee. The funds expense ratio and tracking should be reviewed and considered for comparison purposes. Before August 28, 2025, the fund traded under the ticker CETH, and the term core was removed from the fund name.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts 21Shares Ethereum Staking ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where TETH HV is running hot, cold, or in line. Make the TETH 30 day historical volatility — and every other window — work for your edge instead of against it.